Swedish Orphan (Sweden) Alpha and Beta Analysis
| SOBI Stock | SEK 302.40 3.40 1.11% |
This module allows you to check different measures of market premium (i.e., alpha and beta) for all equities such as Swedish Orphan Biovitrum. It also helps investors analyze the systematic and unsystematic risks associated with investing in Swedish Orphan over a specified time horizon. Remember, high Swedish Orphan's alpha is almost always a sign of good performance; however, a high beta will depend on investors' risk tolerance level and may signal increased volatility and potential future overvaluation. Key technical indicators related to Swedish Orphan's market risk premium analysis include:
Beta 0.24 | Alpha (0.10) | Risk 2.13 | Sharpe Ratio (0.02) | Expected Return (0.04) |
Alpha is a measure of relative performance on a risk-adjusted basis, while beta measures volatility against the benchmark. The goal is to know if an investor is being compensated for the volatility risk taken. The return on investment might be better than its reference but still not compensate for the assumption of the risk.
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Swedish Orphan Market Premiums
Investors always prefer to have the highest possible return on investment, coupled with the lowest possible volatility. Swedish Orphan market risk premium is the additional return an investor will receive from holding Swedish Orphan long position in a well-diversified portfolio. The market premium is part of the Capital Asset Pricing Model (CAPM), which most analysts and investors use to calculate the acceptable rate of return on investment in Swedish Orphan. At the center of the CAPM is the concept of risk and reward, which is usually communicated by investors using alpha and beta measures. Alpha and beta are two of the key measurements used to evaluate Swedish Orphan's performance over market.| α | -0.1 | β | 0.24 |
Swedish Orphan expected buy-and-hold returns
Although buy-and-hold investment strategy may not appeal to all investors, it may be used as a good measure of Swedish Orphan's Buy-and-hold return. Our buy-and-hold chart shows how Swedish Orphan performed over your current time horizon against a typical interest-earning bank account and a selected benchmark.Swedish Orphan Market Price Analysis
Market price analysis indicators help investors to evaluate how Swedish Orphan stock reacts to ongoing and evolving market conditions. The investors can use it to make informed decisions about market timing, and determine when trading Swedish Orphan shares will generate the highest return on investment. By understating and applying Swedish Orphan stock market price indicators, traders can identify Swedish Orphan position entry and exit signals to maximize returns.
Swedish Orphan Return and Market Media
The median price of Swedish Orphan for the period between Sun, Sep 1, 2024 and Sat, Nov 30, 2024 is 318.8 with a coefficient of variation of 4.63. The daily time series for the period is distributed with a sample standard deviation of 14.61, arithmetic mean of 315.94, and mean deviation of 12.41. The Stock did not receive any noticable media coverage during the period. Price Growth (%) |
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About Swedish Orphan Beta and Alpha
For many years both, Alpha and Beta indicators are used by professional money managers as critical performance measurement tools across virtually all financial instruments including Swedish or other stocks. Alpha measures the amount that position in Swedish Orphan Biovitrum has returned in comparison to a selected market index or another relevant benchmark. In other words, Alpha is the excess return on an investment relative to the performance of your selected benchmark. Beta, on the other hand, measures the relative risk of your investment.
Some investors attempt to determine whether the market's mood is bullish or bearish by monitoring changes in market sentiment. Unlike more traditional methods such as technical analysis, investor sentiment usually refers to the aggregate attitude towards Swedish Orphan in the overall investment community. So, suppose investors can accurately measure the market's sentiment. In that case, they can use it for their benefit. For example, some tools to gauge market sentiment could be utilized using contrarian indexes, Swedish Orphan's short interest history, or implied volatility extrapolated from Swedish Orphan options trading.
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Additional Tools for Swedish Stock Analysis
When running Swedish Orphan's price analysis, check to measure Swedish Orphan's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Swedish Orphan is operating at the current time. Most of Swedish Orphan's value examination focuses on studying past and present price action to predict the probability of Swedish Orphan's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Swedish Orphan's price. Additionally, you may evaluate how the addition of Swedish Orphan to your portfolios can decrease your overall portfolio volatility.